There was long debate about this over in the Suggestions sub-forum.
A few points made:
1. We can't let the person who didn't leave win the fight, because then you could easily farm. People could just join and spec endlessly, giving the other person lots of wins.
2. It wouldn't be fair to punish the leaver, because real life happens, and you gotta leave the room for whatever reason.
Again, these were just the two main points made, and I don't necessarily support them. There were probably more, old thread.
What I would want is if the other person leaves, you still get to save your replay.